+144.0%
PSX vs VCLT
+14.6%
+129.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | -7.8% | +0.2% | -8.0% | -7.8% |
| 30D | -9.9% | +2.3% | -12.2% | -10.2% |
| 3M | +16.9% | -1.1% | +18.0% | +17.1% |
| 6M | +48.0% | -4.2% | +52.1% | +49.1% |
| YTD | +98.3% | -3.4% | +101.7% | +99.1% |
| 1Y | +86.2% | -3.8% | +89.9% | +87.2% |
| 3Y | +144.0% | +14.7% | +129.3% | +138.1% |
| All | +144.0% | +14.6% | +129.4% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling